+51.8%
VG vs SBAC
+2.4%
+49.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +5.8% | -13.5% | -7.8% |
| 7D | -16.4% | +5.8% | -22.2% | -16.4% |
| 30D | -10.8% | +20.8% | -31.6% | -11.3% |
| 3M | -6.3% | +4.8% | -11.0% | -6.4% |
| 6M | -12.5% | -9.1% | -3.4% | -13.8% |
| YTD | +76.9% | +3.1% | +73.8% | +77.4% |
| 1Y | +51.8% | +2.2% | +49.6% | +53.0% |
| All | +51.8% | +2.4% | +49.4% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling